CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
655-4 |
665-0 |
9-4 |
1.4% |
621-4 |
| High |
662-4 |
676-0 |
13-4 |
2.0% |
676-0 |
| Low |
646-4 |
657-0 |
10-4 |
1.6% |
618-0 |
| Close |
652-0 |
672-4 |
20-4 |
3.1% |
672-4 |
| Range |
16-0 |
19-0 |
3-0 |
18.8% |
58-0 |
| ATR |
18-6 |
19-1 |
0-3 |
2.0% |
0-0 |
| Volume |
78,768 |
30,607 |
-48,161 |
-61.1% |
409,359 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
725-4 |
718-0 |
683-0 |
|
| R3 |
706-4 |
699-0 |
677-6 |
|
| R2 |
687-4 |
687-4 |
676-0 |
|
| R1 |
680-0 |
680-0 |
674-2 |
683-6 |
| PP |
668-4 |
668-4 |
668-4 |
670-3 |
| S1 |
661-0 |
661-0 |
670-6 |
664-6 |
| S2 |
649-4 |
649-4 |
669-0 |
|
| S3 |
630-4 |
642-0 |
667-2 |
|
| S4 |
611-4 |
623-0 |
662-0 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
829-4 |
809-0 |
704-3 |
|
| R3 |
771-4 |
751-0 |
688-4 |
|
| R2 |
713-4 |
713-4 |
683-1 |
|
| R1 |
693-0 |
693-0 |
677-7 |
703-2 |
| PP |
655-4 |
655-4 |
655-4 |
660-5 |
| S1 |
635-0 |
635-0 |
667-1 |
645-2 |
| S2 |
597-4 |
597-4 |
661-7 |
|
| S3 |
539-4 |
577-0 |
656-4 |
|
| S4 |
481-4 |
519-0 |
640-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
676-0 |
618-0 |
58-0 |
8.6% |
16-6 |
2.5% |
94% |
True |
False |
81,871 |
| 10 |
676-0 |
586-4 |
89-4 |
13.3% |
14-6 |
2.2% |
96% |
True |
False |
98,650 |
| 20 |
676-0 |
560-6 |
115-2 |
17.1% |
14-3 |
2.1% |
97% |
True |
False |
121,739 |
| 40 |
676-0 |
551-0 |
125-0 |
18.6% |
15-3 |
2.3% |
97% |
True |
False |
138,002 |
| 60 |
676-0 |
551-0 |
125-0 |
18.6% |
14-0 |
2.1% |
97% |
True |
False |
140,913 |
| 80 |
676-0 |
551-0 |
125-0 |
18.6% |
13-2 |
2.0% |
97% |
True |
False |
122,577 |
| 100 |
676-0 |
551-0 |
125-0 |
18.6% |
12-1 |
1.8% |
97% |
True |
False |
109,778 |
| 120 |
676-0 |
551-0 |
125-0 |
18.6% |
11-2 |
1.7% |
97% |
True |
False |
99,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
756-6 |
|
2.618 |
725-6 |
|
1.618 |
706-6 |
|
1.000 |
695-0 |
|
0.618 |
687-6 |
|
HIGH |
676-0 |
|
0.618 |
668-6 |
|
0.500 |
666-4 |
|
0.382 |
664-2 |
|
LOW |
657-0 |
|
0.618 |
645-2 |
|
1.000 |
638-0 |
|
1.618 |
626-2 |
|
2.618 |
607-2 |
|
4.250 |
576-2 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
670-4 |
668-5 |
| PP |
668-4 |
664-7 |
| S1 |
666-4 |
661-0 |
|